+136.0%
GOOG vs VRSK
-11.8%
+147.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -5.2% | +5.2% | +1.3% |
| 30D | -2.0% | -2.3% | +0.4% | -1.6% |
| 3M | -5.9% | -2.9% | -2.9% | -5.9% |
| 6M | +8.9% | -12.8% | +21.7% | +12.1% |
| YTD | +7.1% | -20.8% | +27.9% | +13.6% |
| 1Y | +39.7% | -33.2% | +72.9% | +58.0% |
| 3Y | +145.8% | -26.6% | +172.4% | +152.2% |
| All | +136.0% | -11.8% | +147.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling